-18.4%
GRAB vs LUNR
+228.4%
-246.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.2% | +1.5% |
| 7D | -10.8% | -3.1% | -7.7% | -10.6% |
| 30D | -15.5% | -15.3% | -0.2% | -14.7% |
| 3M | -9.0% | -53.2% | +44.2% | -4.6% |
| 6M | -21.6% | -22.2% | +0.6% | -22.0% |
| YTD | -38.9% | -11.6% | -27.3% | -40.4% |
| 1Y | -44.8% | +68.4% | -113.3% | -49.2% |
| 3Y | -18.4% | +216.8% | -235.2% | -29.0% |
| All | -18.4% | +228.4% | -246.8% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LUNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling